Prepare the Shrimp: Peel, devein, and pat the shrimp dry with a paper towel. Season with Cajun seasoning, salt, and pepper.
Cook the Shrimp: Heat the skillet over medium-high heat with oil. Once the oil is shimmering, add the garlic and shallots. Cook for one to two minutes, then carefully place the shrimp in the skillet in a single layer and not crowded.
Cook the shrimp for about 1 to 2 minutes on the first side. They should start to curl. Flip them, and cook for another 1 to 2 minutes until cooked through. Immediately remove them from the skillet.